Target Price Playground
CTAS
$219.82
๐ข
CTAS IV: 26.5% โ LOW
(-57.9% vs 30d avg of 62.9%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $245 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ Strategy
Long Stock
Long Call
Long Put
Bull Call Spread
Bear Put Spread
Covered Call
Protective Put
Cash-Secured Put
Diagonal Put Spread
Long Straddle
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
48d from today
โ๏ธ Legs
LONG 100 SHARES
@ $219.82 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If CTAS hits $245 by Dec 18: the long stock returns +$2,518 (11.5%) on $21,982 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Dec 18.
๐ Projected Return
P&L if CTAS hits $245 by Dec 18
+$2,518
+11.5% on $21,982 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$21,982
If stock โ $0
Break-even
$219.82
+0.0% from spot
Prob. of Target Hit
23%
IV-implied, 48d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
per spread, per $1 move / day / vol pt
๐ Notes for each mode (not shown on real page)
Forward Projection
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Historical Backtest
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Signal Backtest
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
Solve for Return
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
๐ P&L Scenarios โ what happens at different prices and dates
| CTAS Price | Today | Nov 30 | Dec 30 (exp) |
|---|---|---|---|
| $176 (-20%) | -$4,396 | -$4,396 | -$4,396 |
| $187 (-15%) | -$3,297 | -$3,297 | -$3,297 |
| $198 (-10%) | -$2,198 | -$2,198 | -$2,198 |
| $209 (-5%) | -$1,099 | -$1,099 | -$1,099 |
| $215 (-2%) | -$440 | -$440 | -$440 |
| $220 (0%) โ spot | +$0 | +$0 | +$0 |
| $224 (+2%) | +$440 | +$440 | +$440 |
| $231 (+5%) | +$1,099 | +$1,099 | +$1,099 |
| $242 (+10%) | +$2,198 | +$2,198 | +$2,198 |
| $245 (+11%) โ target | +$2,518 | +$2,518 | +$2,518 |
| $253 (+15%) | +$3,297 | +$3,297 | +$3,297 |
| $264 (+20%) | +$4,396 | +$4,396 | +$4,396 |
Uses CTAS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.